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Options on Brazilian EI Bond Futures Contracts

 Provided by the Chicago Mercantile Exchange

Brazilian EI-Bond Options Contract Description and Expiration Calendar.

Brazilian EI Bond Options: Settlement Prices as of 03/20/97

 
MTH/           --- SESSION ---                  PT    EST   ---- PRIOR  DAY ----
STRIKE  OPEN    HIGH     LOW    LAST    SETT    CHGE  VOL   SETT    VOL    INT

UE MAR97 BRAZILIAN EI BOND CALL
4000     ----    ----    ----    ----    ----   ----         49.39
4500     ----    ----    ----    ----    ----   ----         44.39
5000     ----    ----    ----    ----    ----   ----         39.39
5500     ----    ----    ----    ----    ----   ----         34.39
6000     ----    ----    ----    ----    ----   ----         29.39
6500     ----    ----    ----    ----    ----   ----         24.39
6750     ----    ----    ----    ----    ----   ----         21.89
7000     ----    ----    ----    ----    ----   ----         19.39
7250     ----    ----    ----    ----    ----   ----         16.89
7500     ----    ----    ----    ----    ----   ----         14.39
7750     ----    ----    ----    ----    ----   ----         11.89
8000     ----    ----    ----    ----    ----   ----          9.39
8250     ----    ----    ----    ----    ----   ----          6.89
8500     ----    ----    ----    ----    ----   ----          4.39
8750     ----    ----    ----    ----    ----   ----          1.89
TOTAL                                                EST.VOL      VOL  OPEN INT.
TOTAL
UE MAR97 BRAZILIAN EI BOND PUT
10000    ----    ----    ----    ----    ----   ----         10.61
10250    ----    ----    ----    ----    ----   ----         13.11
10500    ----    ----    ----    ----    ----   ----         15.61
10750    ----    ----    ----    ----    ----   ----         18.11
11000    ----    ----    ----    ----    ----   ----         20.61
11500    ----    ----    ----    ----    ----   ----         25.61
12000    ----    ----    ----    ----    ----   ----         30.61
12500    ----    ----    ----    ----    ----   ----         35.61
9000     ----    ----    ----    ----    ----   ----           .61
9250     ----    ----    ----    ----    ----   ----          3.11
9500     ----    ----    ----    ----    ----   ----          5.61
9750     ----    ----    ----    ----    ----   ----          8.11
TOTAL                                                EST.VOL      VOL  OPEN INT.
TOTAL

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